# Moment inequalities for sums of certain independent symmetric random variables

P. Hitczenko; S. Montgomery-Smith; K. Oleszkiewicz

Studia Mathematica (1997)

- Volume: 123, Issue: 1, page 15-42
- ISSN: 0039-3223

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topHitczenko, P., Montgomery-Smith, S., and Oleszkiewicz, K.. "Moment inequalities for sums of certain independent symmetric random variables." Studia Mathematica 123.1 (1997): 15-42. <http://eudml.org/doc/216377>.

@article{Hitczenko1997,

abstract = {This paper gives upper and lower bounds for moments of sums of independent random variables $(X_k)$ which satisfy the condition $P(|X|_k ≥ t) = exp(-N_k(t))$, where $N_k$ are concave functions. As a consequence we obtain precise information about the tail probabilities of linear combinations of independent random variables for which $N(t) = |t|^r$ for some fixed 0 < r ≤ 1. This complements work of Gluskin and Kwapień who have done the same for convex functions N.},

author = {Hitczenko, P., Montgomery-Smith, S., Oleszkiewicz, K.},

journal = {Studia Mathematica},

keywords = {moment inequalities; sums of independent symmetric random variables},

language = {eng},

number = {1},

pages = {15-42},

title = {Moment inequalities for sums of certain independent symmetric random variables},

url = {http://eudml.org/doc/216377},

volume = {123},

year = {1997},

}

TY - JOUR

AU - Hitczenko, P.

AU - Montgomery-Smith, S.

AU - Oleszkiewicz, K.

TI - Moment inequalities for sums of certain independent symmetric random variables

JO - Studia Mathematica

PY - 1997

VL - 123

IS - 1

SP - 15

EP - 42

AB - This paper gives upper and lower bounds for moments of sums of independent random variables $(X_k)$ which satisfy the condition $P(|X|_k ≥ t) = exp(-N_k(t))$, where $N_k$ are concave functions. As a consequence we obtain precise information about the tail probabilities of linear combinations of independent random variables for which $N(t) = |t|^r$ for some fixed 0 < r ≤ 1. This complements work of Gluskin and Kwapień who have done the same for convex functions N.

LA - eng

KW - moment inequalities; sums of independent symmetric random variables

UR - http://eudml.org/doc/216377

ER -

## References

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